-24.4%
MOS vs MKC
-18.6%
-5.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.7% |
| 7D | +21.6% | +2.3% | +19.2% | +21.3% |
| 30D | +12.0% | +8.1% | +3.9% | +10.9% |
| 3M | -3.9% | -6.4% | +2.6% | -3.3% |
| 6M | -3.3% | +1.8% | -5.1% | -3.7% |
| YTD | -4.6% | -26.9% | +22.2% | -0.3% |
| 1Y | -7.0% | -21.7% | +14.7% | -4.0% |
| 3Y | -24.4% | -18.7% | -5.7% | -25.0% |
| All | -24.4% | -18.6% | -5.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling